userTwapSliceFillsByTime | Hyperliquid Info API

curl --request POST \
  --url https://hypercore.goldrushdata.com/info \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json' \
  --data '
{
  "type": "<string>",
  "user": "<string>",
  "startTime": 123,
  "endTime": 123
}
'

{
  "fill": {
    "coin": "<string>",
    "px": "<string>",
    "sz": "<string>",
    "side": "<string>",
    "time": 123,
    "startPosition": "<string>",
    "dir": "<string>",
    "closedPnl": "<string>",
    "hash": "<string>",
    "oid": 123,
    "tid": 123,
    "crossed": true,
    "fee": "<string>",
    "feeToken": "<string>"
  },
  "twapId": 123
}

POST

info

curl --request POST \
  --url https://hypercore.goldrushdata.com/info \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json' \
  --data '
{
  "type": "<string>",
  "user": "<string>",
  "startTime": 123,
  "endTime": 123
}
'

{
  "fill": {
    "coin": "<string>",
    "px": "<string>",
    "sz": "<string>",
    "side": "<string>",
    "time": 123,
    "startPosition": "<string>",
    "dir": "<string>",
    "closedPnl": "<string>",
    "hash": "<string>",
    "oid": 123,
    "tid": 123,
    "crossed": true,
    "fee": "<string>",
    "feeToken": "<string>"
  },
  "twapId": 123
}

Credit Cost

1 per call

Processing

Realtime

The Hyperliquid info endpoint with type: "userTwapSliceFillsByTime" is used to fetch a user’s TWAP slice fills within a time window for execution-quality reconciliation on algorithmic orders.

Wire-equal to POST api.hyperliquid.xyz/info with {"type": "userTwapSliceFillsByTime", "user": "...", "startTime": ...}.
Each response contains at most 2,000 slice fills; widen the window in chunks or page by advancing startTime if you need more.
GoldRush serves this type from a dedicated HyperCore historical store, so windows older than upstream Hyperliquid’s 10,000-fill retention are still fulfilled.
TWAP slice fills have a hash of all zeros - use that, or the presence of twapId, to distinguish them from regular fills.
Use userTwapSliceFills (no ByTime suffix) when you only need the most recent N slice fills without specifying a window.

Returns a single user’s TWAP slice fills bounded by a [startTime, endTime) window in milliseconds. Each entry is a {fill, twapId} pair, where twapId ties the slice back to its parent TWAP order. Use this when you want execution-quality data for TWAP orders within a specific window - daily slice recaps, post-deploy backfills, or reconciling realized TWAP execution against benchmarks. User-keyed. The upstream Hyperliquid API caps each response at 2,000 slice fills; page by advancing startTime. NOT LIMITED TO THE 10,000 MOST RECENT FILLS. GoldRush serves this type from a dedicated HyperCore historical store so windows extending past the upstream retention limit are fulfilled from GoldRush data rather than truncated.

Endpoint

POST https://hypercore.goldrushdata.com/info
Authorization: Bearer <GOLDRUSH_API_KEY>
Content-Type: application/json

Request

type

string

default:"userTwapSliceFillsByTime"

required

Always "userTwapSliceFillsByTime".

user

string

required

The wallet address (lowercase 0x-prefixed hex).

startTime

int

required

Unix timestamp in milliseconds. Inclusive lower bound.

endTime

int

Unix timestamp in milliseconds. Exclusive upper bound. Defaults to current server time when omitted.

Example

curl -X POST https://hypercore.goldrushdata.com/info \
  -H "Authorization: Bearer $GOLDRUSH_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{
    "type": "userTwapSliceFillsByTime",
    "user": "0x31ca8395cf837de08b24da3f660e77761dfb974b",
    "startTime": 1735689600000
  }'

Response

An array of TWAP slice fill objects ordered by time.

[
  {
    "fill": {
      "closedPnl": "0.0",
      "coin": "AVAX",
      "crossed": true,
      "dir": "Open Long",
      "hash": "0x0000000000000000000000000000000000000000000000000000000000000000",
      "oid": 90542681,
      "px": "18.435",
      "side": "B",
      "startPosition": "26.86",
      "sz": "93.53",
      "time": 1681222254710,
      "fee": "0.01",
      "feeToken": "USDC",
      "tid": 118906512037719
    },
    "twapId": 3156
  }
]

Field descriptions

All numeric fill fields (px, sz, startPosition, closedPnl, fee) are returned as decimal strings, preserving upstream precision. Do not parse them as floats - keep them as strings or use a fixed-precision decimal type.

fill

object

The slice’s fill payload - the same shape as one entry from userFillsByTime.

Show properties

coin

string

Asset symbol - e.g. "BTC", "ETH" for perps; spot pairs use the @N form (e.g. "@107").

string

Fill execution price for this slice.

string

Slice fill size.

side

string

"B" for buy/long, "A" for ask/short.

time

int

Unix timestamp in milliseconds when the slice executed.

startPosition

string

Signed position size on the same coin immediately before this slice.

dir

string

Human-readable direction label - e.g. "Open Long", "Close Short", "Buy", "Sell".

closedPnl

string

Realized PnL in USDC attributable to this slice (zero when the slice opens or extends a position).

hash

string

All-zero (0x000…000) for TWAP slice fills - the distinguishing marker versus regular fills, which carry an L1 transaction hash.

oid

int

Order ID for the slice.

tid

int

Unique trade ID for the slice.

crossed

boolean

true when the slice came from the taker side, false when it was the maker side.

fee

string

Trading fee paid for this slice, denominated in feeToken.

feeToken

string

Symbol the fee was paid in - typically "USDC".

twapId

int

Identifier of the parent TWAP order. Multiple slice fills from the same TWAP share this value - group by twapId to reconstruct per-TWAP execution.